A revision of Kimberling's results - With an application to max-infinite divisibility of some Archimedean copulas

Statistics and Probability Letters

Volumn 81, Issue 2, 2011, Pages 207-211

  Ressel, Paul ^a  

^a CATHOLIC UNIVERSITY OF EICHSTÄTT INGOLSTADT   (Germany)

Author keywords

43A35; 60E05; Archimedean copula; Bernstein function; Completely monotone function; De Finetti type theorem; Max infinite divisibility; Multivariate distribution function

Indexed keywords

EID: 78649611516     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.11.008     Document Type: Article

References (7)

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4. Kimberling C.H. A probabilistic interpretation of complete monotonicity. Aequationes Math. 1974, 10:152-164.
5. Nelsen R.B. An Introduction to Copulas 2006, Springer, New York. 2nd ed.
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